SAABY vs. VTI
SAABY (Saab AB (publ)) is a stock, while VTI (Vanguard Total Stock Market ETF) is Large Cap Blend Equities fund tracking the CRSP US Total Market Index. Over the past 5 years, SAABY returned 47.88%/yr vs 11.83%/yr for VTI. At a 0.08 correlation, their price movements are largely independent.
Performance
SAABY vs. VTI - Performance Comparison
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Returns By Period
In the year-to-date period, SAABY achieves a -13.27% return, which is significantly lower than VTI's 8.90% return.
SAABY
- 1D
- 0.24%
- 1M
- -13.61%
- YTD
- -13.27%
- 6M
- -13.36%
- 1Y
- -3.07%
- 3Y*
- 55.18%
- 5Y*
- 47.88%
- 10Y*
- —
VTI
- 1D
- 0.09%
- 1M
- -1.48%
- YTD
- 8.90%
- 6M
- 7.43%
- 1Y
- 23.02%
- 3Y*
- 20.80%
- 5Y*
- 11.83%
- 10Y*
- 15.38%
SAABY vs. VTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SAABY Saab AB (publ) | -13.27% | 177.56% | 39.85% | 47.07% | 67.28% | -48.79% | 82.51% |
VTI Vanguard Total Stock Market ETF | 8.90% | 17.10% | 23.81% | 26.05% | -19.52% | 25.68% | 38.94% |
Correlation
The correlation between SAABY and VTI is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Apr 15, 2020 | 0.08 |
The correlation between SAABY and VTI shifts across timeframes, from 0.08 (all time) to 0.24 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SAABY vs. VTI — Risk / Return Rank
SAABY
VTI
SAABY vs. VTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Saab AB (publ) (SAABY) and Vanguard Total Stock Market ETF (VTI). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SAABY | VTI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.88 | ||
| Sortino ratioReturn per unit of downside risk | -2.22 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.33 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | -0.08 | 2.59 | -2.67 |
| Martin ratioReturn relative to average drawdown | -0.19 | 11.45 | -11.64 |
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Drawdowns
SAABY vs. VTI - Drawdown Comparison
The maximum SAABY drawdown since its inception was -52.75%, roughly equal to the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for SAABY and VTI.
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Drawdown Indicators
| SAABY | VTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.75% | -55.45% | +2.70% |
Max Drawdown (1Y)Largest decline over 1 year | -38.26% | -8.92% | -29.34% |
Max Drawdown (3Y)Largest decline over 3 years | -38.26% | -19.30% | -18.96% |
Max Drawdown (5Y)Largest decline over 5 years | -38.26% | -25.36% | -12.90% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.00% | — |
Current DrawdownCurrent decline from peak | -38.11% | -2.77% | -35.34% |
Average DrawdownAverage peak-to-trough decline | -17.06% | -8.01% | -9.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.30% | 2.02% | +14.28% |
Volatility
SAABY vs. VTI - Volatility Comparison
Saab AB (publ) (SAABY) has a higher volatility of 14.13% compared to Vanguard Total Stock Market ETF (VTI) at 4.86%. This indicates that SAABY's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SAABY | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.13% | 4.86% | +9.27% |
Volatility (6M)Calculated over the trailing 6-month period | 33.02% | 10.00% | +23.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 47.84% | 12.75% | +35.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 47.15% | 17.50% | +29.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 57.39% | 18.31% | +39.08% |
Dividends
SAABY vs. VTI - Dividend Comparison
SAABY's dividend yield for the trailing twelve months is around 0.47%, less than VTI's 1.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SAABY Saab AB (publ) | 0.47% | 0.36% | 0.73% | 0.84% | 1.24% | 2.19% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.04% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
Frequently Asked Questions
SAABY and VTI have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SAABY has higher volatility (14.13%) compared to VTI (4.86%). In terms of maximum drawdown, SAABY dropped -52.75% vs VTI's -55.45%.
VTI currently has the higher Sharpe Ratio (1.81 vs -0.06), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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